[pshaiCmd] Optimal & Cumulative OBV

DefineCommand('OBV', 'Optimal and cumulative version of OBV indicator by pshai')

local c = DefineParameter(ListNumberType, 'prices', 'Price data for OBV', true, ClosePrices(), 'ClosePrices, OpenPrices, HLPrices, HLCPrices, OHLCPrices')
local v = DefineParameter(ListNumberType, 'volumes', 'Volume data for OBV', true, GetVolume(), 'GetVolume')
local isOK = true

if #c < 2 or #v < 2 then
    LogError('The [prices] or [volumes] array does not contain enough elements (less than 2).')
    isOK = false
end

local obv = Load('obv', 0)
local obva = Load('obva', {})
local init = Load('init', true)

local function calcOBV(c, v, i)
    if not isOK then
        -- skip
        return
    end

    if c[i] > c[i+1] then
        obv = obv + ArrayGet(v, i)
    elseif c[i] < c[i+1] then
        obv = obv - ArrayGet(v, i)
    end

    obva = ArrayUnshift(obva, obv)

    if #obva > 200 then
        obva = Grab(obva, 0, 200)
    end
end

if init then
    -- warmup, calculate first values based on historical data
    for i = #c-1, 1, -1 do
        calcOBV(c, v, i)
    end

    init = false
else
    -- here we only calculate current value
    calcOBV(c, v, 1)
end

Save('init', init)
Save('obv', obv)
Save('obva', obva)

DefineOutput(ListNumberType, obva, 'OBV values array.', 'Plot')